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Point-to-point stochastic control of a self-financing portfolio
Mavungu, Masiala
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 129-143
Persistent link: https://www.econbiz.de/10013459986
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2
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
3
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
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